-6.6%
IOVA vs PAYC
+1,266.0%
-1,272.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -8.5% | -9.5% | +1.0% | -4.9% |
| 30D | -44.7% | +2.5% | -47.2% | -45.3% |
| 3M | +26.2% | +11.7% | +14.6% | +20.5% |
| 6M | +123.2% | +74.6% | +48.6% | +80.6% |
| YTD | +196.0% | +50.4% | +145.6% | +148.6% |
| 1Y | +240.9% | +44.0% | +196.9% | +191.4% |
| 3Y | +103.5% | +42.5% | +61.1% | +69.8% |
| 5Y | -65.5% | -50.3% | -15.2% | -60.7% |
| 10Y | +7.0% | +521.2% | -514.2% | -39.9% |
| All | -6.6% | +1,266.0% | -1,272.5% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling